Facebook requires acceptance of different ToS depending on the type of Custom Audience you are trying to create.
While AdEspresso usually automatically does that for you, sometimes this is not possible.
If you're having troubles creating new Custom Audiences, first of all check all the following links to see if you've already accepted Facebook's Terms of Services. If not please accept them and try again:
If you own a business manger account too, you also want to double check this link: